MATH 110B LEC A: OPTIMIZATION II (44975)

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 Meeting Information

 Instructor Information

  • Room: SSTR 103
  • Day & Time: M W F 9:00 - 9:50
  • Office Hour:
    Wed 12 - 1 pm,  Fri 11:30 - 12:30 
  • Office: 510F Rowland Hall
  • Discussions:
    Tu, Th 9:00-9:50 am at RH 114
 

 

Textbook Links to an external site.

  • Main reference: Numerical Optimization (electronic version) by J. Nocedal and S. Wright.
 

Main Topics

  • Neural Network and Stochastic Gradient Descent Methods (Ch 13)
  • Global Search Algorithms (Ch 14)
  • Problem with Equality Constraints (Ch 20)
  • Problem with Inequality Constraints (Ch 21)
  • Convex Optimization Problems (Ch 22)
  • Algorithms for Constrained Optimization (Ch 23)
  • Introduction to Linear Programming (Ch 15)
  • Simplex Method (Ch 16)

Homework and Exams

  • 5 homework
  • 3 projects
  • 1 mid exam (Feb 10, Monday 9:00 - 9:50)
  • 1 final exam (Mar 18, Wednesday 8:00 - 10:00 )

Mid-exam: 20%;   Final Exam: 35%;  Homework and Project: 45%.

 

Course Summary:

Date Details Due
Mon Jan 6, 2020 Calendar Event Lec 1: Introduction to DNN 9am to 9:50am
Wed Jan 8, 2020 Calendar Event Lec 2: SGD 9am to 9:50am
Fri Jan 10, 2020 Calendar Event Lec 3: Back propagation and MNIST 9:30am to 9:50am
Mon Jan 13, 2020 Calendar Event Lec 4: CNN 9am to 9:50am
Wed Jan 15, 2020 Calendar Event Lec 5: Nelder-Mead simplex algorithm 9am to 9:50am
Fri Jan 17, 2020 Calendar Event Lec 6: N-M simplex, Simulated annealing 9am to 9:50am
Mon Jan 20, 2020 Calendar Event Holiday: no class 12am
Wed Jan 22, 2020 Calendar Event Lec 7: Simulated annealing and Genetic algorithm 9am to 9:50am
Assignment Project 1: FNN FOR MNIST due by 11:59pm
Fri Jan 24, 2020 Calendar Event Lec 8: Genetic algorithm 9am to 9:50am
Mon Jan 27, 2020 Calendar Event Lec 9: Lagrange condition 9am to 9:50am
Wed Jan 29, 2020 Calendar Event Lec 10: Tangent space and Normal space 9am to 9:50am
Fri Jan 31, 2020 Calendar Event Lec 11: Lagrange condition for m>1 9am to 9:50am
Mon Feb 3, 2020 Calendar Event Lec 12: Examples 9am to 9:50am
Wed Feb 5, 2020 Calendar Event Lec 13: Inequality constraint 9am to 9:50am
Thu Feb 6, 2020 Assignment Project 2 due by 11:59pm
Fri Feb 7, 2020 Calendar Event Lec 14: Review 9am to 9:50am
Mon Feb 10, 2020 Calendar Event Mid Exam 9am to 9:50am
Assignment Homework 1 due by 11:59pm
Assignment Midterm due by 11:59pm
Wed Feb 12, 2020 Calendar Event Lec 15: KKT condition 9am to 9:50am
Fri Feb 14, 2020 Calendar Event Lec 16: Examples 9am to 9:50am
Mon Feb 17, 2020 Calendar Event Holiday: no class 12am
Wed Feb 19, 2020 Calendar Event Lec 17: Convex functions 9am to 9:50am
Thu Feb 20, 2020 Assignment Homework 2 due by 11:59pm
Fri Feb 21, 2020 Calendar Event Lec 18: equivalence of convexity 9am to 9:50am
Mon Feb 24, 2020 Calendar Event Lec 19: Convex optimization 9am to 9:50am
Wed Feb 26, 2020 Calendar Event Lec 20: Convexity + FONC 9am to 9:50am
Thu Feb 27, 2020 Assignment Homework 3 due by 9am
Fri Feb 28, 2020 Calendar Event Lec 21: Projected gradient method 9am to 9:50am
Mon Mar 2, 2020 Calendar Event Lec 22: Methods for constrained optimization 9am to 9:50am
Wed Mar 4, 2020 Calendar Event Lec 23 9am to 9:50am
Fri Mar 6, 2020 Calendar Event Lec 24 9am to 9:50am
Mon Mar 9, 2020 Calendar Event Lec 25: Introduction to LP 9am to 9:50am
Wed Mar 11, 2020 Calendar Event Lec 26: Simplex Method 9am to 9:50am
Fri Mar 13, 2020 Calendar Event Lec 27: Revised simplex method 9am to 9:50am
Sat Mar 14, 2020 Assignment Homework 4 due by 11:59pm
Wed Mar 18, 2020 Calendar Event Final Exam 12am
Sun Mar 22, 2020 Assignment Project 3 (Final Project) due by 11:59pm
Assignment Curved grade